I have never had anything taken from a room. I do leaves bags with the concierge desk pretty frequently. I will often have a laptop in my suitcase. I have never had a problem. Perhaps this is risky, but I think the risk of something happening while I am wandering around touring while carrying a laptop is equal or greater than having it happen at the hotel concierge desk.. and I think I would get more interest from hotel management than I would get from local authorities in the case where a laptop was stolen/went missing.